Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.80% | 123.72 CHF | 124.71 CHF | 2,190 | 2,500 | 2,191 | 2,500 | 272,433 CHF | 313,327 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 124.16 CHF | 125.16 CHF | 2,300 | 2,350 | 2,457 | 2,456 | 305,049 CHF | 307,320 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 124.99 CHF | 125.99 CHF | 2,400 | 2,500 | 2,476 | 2,500 | 309,327 CHF | 314,799 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 126.34 CHF | 127.35 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 315,943 CHF | 318,484 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 126.53 CHF | 127.55 CHF | 2,450 | 2,500 | 2,492 | 2,500 | 314,876 CHF | 318,376 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 124.26 CHF | 125.26 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 311,181 CHF | 313,681 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 124.69 CHF | 125.69 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 315,184 CHF | 317,713 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 128.07 CHF | 129.10 CHF | 2,100 | 2,500 | 2,269 | 2,500 | 290,539 CHF | 322,648 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 126.82 CHF | 127.84 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 318,088 CHF | 320,642 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 127.66 CHF | 128.69 CHF | 2,401 | 2,500 | 2,401 | 2,500 | 305,374 CHF | 320,492 CHF | 100.00% | 100.00% |